Income Portfolio
The Income Portfolio is a diversified investment strategy focused on generating income and preserving capital. The portfolio has a high allocation to fixed income (80%) through BND and IGOV, offering stability and interest income. The remaining 20% is allocated to equities (VTI and VEA) for potential capital appreciation and dividend income. This portfolio suits conservative investors prioritizing income generation and capital preservation with modest exposure to equities for diversification and growth potential.
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Income Portfolio, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends. The portfolio is rebalanced Quarterly
The earliest data available for this chart is Jan 29, 2009, corresponding to the inception date of IGOV
Returns By Period
As of Nov 20, 2024, the Income Portfolio returned 3.87% Year-To-Date and 2.80% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y (annualized) | 10Y (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 24.05% | 1.08% | 11.50% | 30.38% | 13.77% | 11.13% |
| Income Portfolio | 3.71% | -0.84% | 3.55% | 8.98% | 1.60% | 2.78% |
| Portfolio components: | ||||||
BND Vanguard Total Bond Market ETF | 1.72% | -0.70% | 2.98% | 6.21% | -0.32% | 1.40% |
VTI Vanguard Total Stock Market ETF | 24.70% | 1.68% | 12.42% | 32.52% | 14.95% | 12.63% |
IGOV iShares International Treasury Bond ETF | -4.84% | -2.29% | 0.72% | 0.90% | -4.53% | -1.86% |
VEA Vanguard FTSE Developed Markets ETF | 4.77% | -3.79% | -1.31% | 11.70% | 5.92% | 5.28% |
Monthly Returns
The table below presents the monthly returns of Income Portfolio, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | -0.57% | -0.15% | 1.29% | -2.89% | 2.28% | 0.73% | 2.51% | 1.87% | 1.48% | -2.67% | 3.71% | ||
| 2023 | 4.24% | -3.13% | 2.99% | 0.78% | -1.43% | 1.22% | 0.65% | -1.28% | -3.18% | -1.73% | 5.76% | 4.28% | 9.03% |
| 2022 | -2.79% | -1.46% | -1.94% | -5.41% | 0.62% | -3.47% | 3.51% | -3.75% | -5.63% | 0.87% | 5.21% | -1.75% | -15.39% |
| 2021 | -0.90% | -0.84% | -0.51% | 1.70% | 0.58% | 0.50% | 1.30% | 0.20% | -1.90% | 1.06% | -0.47% | 0.40% | 1.06% |
| 2020 | 1.20% | -0.47% | -3.98% | 4.12% | 1.73% | 1.19% | 2.63% | 0.74% | -0.86% | -0.83% | 3.68% | 1.47% | 10.86% |
| 2019 | 2.57% | 0.44% | 1.59% | 0.58% | 0.14% | 2.58% | -0.07% | 1.69% | -0.16% | 0.82% | 0.29% | 0.69% | 11.69% |
| 2018 | 0.63% | -1.65% | 0.40% | -0.79% | 0.39% | -0.09% | 0.48% | 0.63% | -0.40% | -2.35% | 0.77% | 0.04% | -1.97% |
| 2017 | 0.84% | 0.95% | 0.28% | 1.09% | 1.19% | 0.30% | 1.22% | 0.74% | -0.02% | 0.23% | 0.66% | 0.75% | 8.53% |
| 2016 | -0.16% | 0.85% | 2.53% | 0.78% | -0.17% | 1.69% | 1.40% | -0.34% | 0.34% | -1.73% | -1.99% | 0.54% | 3.70% |
| 2015 | 0.79% | 0.17% | -0.16% | 0.50% | -0.73% | -1.22% | 0.89% | -1.37% | 0.05% | 1.47% | -0.61% | -0.33% | -0.59% |
| 2014 | 0.30% | 1.66% | -0.03% | 0.85% | 1.07% | 0.66% | -0.82% | 1.32% | -1.60% | 0.69% | 0.76% | -0.36% | 4.54% |
| 2013 | 0.57% | 0.01% | 0.61% | 1.60% | -1.63% | -1.79% | 1.75% | -1.18% | 2.26% | 1.54% | 0.04% | 0.09% | 3.85% |
Expense Ratio
Income Portfolio has an expense ratio of 0.08%, which is considered low compared to other funds. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of Income Portfolio is 18, indicating that it is in the bottom 18% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.
Risk-Adjusted Performance Indicators
This table presents a comparison of risk-adjusted performance metrics for positions. Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|
BND Vanguard Total Bond Market ETF | 1.12 | 1.64 | 1.20 | 0.43 | 3.66 |
VTI Vanguard Total Stock Market ETF | 2.57 | 3.45 | 1.47 | 3.75 | 16.43 |
IGOV iShares International Treasury Bond ETF | 0.10 | 0.21 | 1.02 | 0.03 | 0.19 |
VEA Vanguard FTSE Developed Markets ETF | 0.88 | 1.28 | 1.16 | 1.29 | 4.18 |
Dividends
Dividend yield
Income Portfolio provided a 2.67% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 2.67% | 2.38% | 2.10% | 1.70% | 1.75% | 2.22% | 2.35% | 2.07% | 2.18% | 2.14% | 2.47% | 2.40% |
| Portfolio components: | ||||||||||||
BND Vanguard Total Bond Market ETF | 3.57% | 3.09% | 2.60% | 1.97% | 2.22% | 2.72% | 2.81% | 2.54% | 2.51% | 2.57% | 2.79% | 2.78% |
VTI Vanguard Total Stock Market ETF | 1.28% | 1.44% | 1.67% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% | 1.76% | 1.74% |
IGOV iShares International Treasury Bond ETF | 0.00% | 0.00% | 0.11% | 0.39% | 0.00% | 0.24% | 0.31% | 0.19% | 0.69% | 0.22% | 1.28% | 1.32% |
VEA Vanguard FTSE Developed Markets ETF | 3.05% | 3.16% | 2.91% | 3.16% | 2.04% | 3.04% | 3.35% | 2.77% | 3.05% | 2.92% | 3.68% | 2.60% |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
Worst Drawdowns
The table below displays the maximum drawdowns of the Income Portfolio. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the Income Portfolio was 21.20%, occurring on Oct 20, 2022. The portfolio has not yet recovered.
The current Income Portfolio drawdown is 5.42%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -21.2% | Sep 3, 2021 | 285 | Oct 20, 2022 | — | — | — |
| -10.79% | Mar 9, 2020 | 9 | Mar 19, 2020 | 49 | May 29, 2020 | 58 |
| -5.77% | Feb 10, 2009 | 19 | Mar 9, 2009 | 18 | Apr 2, 2009 | 37 |
| -4.59% | May 9, 2013 | 32 | Jun 24, 2013 | 81 | Oct 17, 2013 | 113 |
| -4.48% | Jan 29, 2018 | 229 | Dec 24, 2018 | 42 | Feb 26, 2019 | 271 |
Volatility
Volatility Chart
The current Income Portfolio volatility is 1.64%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.
Diversification
Asset Correlations Table
| BND | IGOV | VTI | VEA | |
|---|---|---|---|---|
| BND | 1.00 | 0.44 | -0.13 | -0.09 |
| IGOV | 0.44 | 1.00 | 0.13 | 0.33 |
| VTI | -0.13 | 0.13 | 1.00 | 0.84 |
| VEA | -0.09 | 0.33 | 0.84 | 1.00 |